20.500.12556/DKUM-95052 Ekonometrična analiza izvozne funkcije izbranih držav Latinske Amerike Econometric Analysis of the Export Function in Selected Latin American Countries Diplomsko delo obravnava ekonometrično analizo modela izvoznih funkcij Brazilije, Čila in Kolumbije. V nalogi smo definirali in preučili izvoz, njegove dejavnike ter njegov vpliv na gospodarstvo in analizirali obstoječe predhodno izvedene empirične študije z obravnavanega področja. Izhodiščne četrtletne podatke za agregatni izvoz smo pridobili iz statističnih baz IMF in WUI. Specificirali smo tri linearne izvozne funkcije z odloženo spremenljivko, ki smo jih ocenili s pomočjo programa EViews, pri čemer je bila uporabljena metoda najmanjših kvadratov (OLS). Pojasnjevalne spremenljivke izvozne funkcije Brazilije so indeks industrijske proizvodnje, realni izvoz blaga in storitev, odložen za eno obdobje, tuje neposredne investicije, odložene za štiri obdobja in slamnata spremenljivka. V izvozno funkcijo Čila smo vključili pojasnjevalne spremenljivke indeks industrijske proizvodnje, svetovni indeks negotovosti ter realni izvoz blaga in storitev odložen za eno obdobje. V izvozni funkciji Kolumbije pojasnjevalne spremenljivke predstavljajo indeks industrijske proizvodnje – proizvodni sektor, realni izvoz blaga in storitev Kolumbije, odložen za eno obdobje, indeks cen proizvajalcev in slamnata spremenljivka. Pojasnili smo osnovno deskriptivno statistiko, ocene regresijskih koeficientov, testirali smo ustreznost specifikacij in preverili veljavnost predpostavk metode najmanjših kvadratov. Rezultati kažejo, da so v primeru Brazilije in Kolumbije vse izbrane pojasnjevalne spremenljivke statistično značilne, medtem ko je pri Čilu značilna zgolj pretekla vrednost izvoza. Modeli so bili preverjeni z različnimi ekonometričnimi testi, ki so razkrili težave s heteroskedastičnostjo v modelih Brazilije in Kolumbije, a potrdili veljavnost predpostavk OLS metode za Čile. Potrjene so bile tri hipoteze o vplivu specifičnih spremenljivk na izvoz v posameznih državah, četrta hipoteza o izpolnjevanju vseh OLS predpostavk pa je bila potrjena le za Čile. The thesis focuses on the econometric analysis of the export function models of Brazil, Chile, and Colombia. As part of the preparation of the thesis, we defined and examined exports, its factors and its impact on the economy, as well as analysed existing empirical studies previously conducted in this field. The initial quarterly data for aggregate exports were obtained from the IMF and WUI statistical databases. We specified three linear export functions with a lagged variable, which were estimated using the EViews program, using the Ordinary Least Squares (OLS) method. The explanatory variables of Brazil's export function are the Industrial Production Index, real exports of goods and services lagged for one period, foreign direct investment lagged for four periods and a dummy variable. In the export function of Chile, we included the explanatory variables of the Industrial Production Index, the World Uncertainty Index and real exports of goods and services lagged for one period. In Colombia's export function, the explanatory variables are the Industrial Production Index – manufacturing sector, real exports of goods and services from Colombia, lagged by one period, the Producer Price Index and a dummy variable. We explained the basic descriptive statistics, estimated the regression coefficients, tested the adequacy of the specifications and verified the validity of the assumptions of the least squares method. The results show that for Brazil and Colombia, all selected explanatory variables are statistically significant, while for Chile, only the past value of exports is significant. The models were tested with various econometric tests, which revealed problems with heteroscedasticity in the models for Brazil and Colombia, but confirmed the validity of the OLS method assumptions for Chile. Three hypotheses on the impact of specific variables on exports in individual countries were confirmed, while the fourth hypothesis on the fulfillment of all OLS assumptions was confirmed only for Chile. izvozna funkcija ekonometrična analiza metoda najmanjših kvadratov Brazilija Čile Kolumbija export function econometric analysis Ordinary Least Squares method Brazil Chile Colombia true true false L. Jenšac] Slovenski jezik Angleški jezik Diplomsko delo/naloga 2025-09-02 23:01:57 2025-10-10 09:39:06 2025-10-11 03:15:05 0000-00-00 00:00:00 2025 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 330.43:339.564 252634627 UN_Jensac_Lina_2025.pdf UN_Jensac_Lina_2025.pdf 1 9F432DB22E33E3A62F401A8F6ACDD3A1 d976c95f18663ce9d6cd467ebfe25d1b0ba0e7ad677856c46e7d9fb48cdda865 5cb90edb-994f-11f0-8bed-00155d000105 https://dk.um.si/Dokument.php?lang=slv&id=199138 Ekonomsko-poslovna fakulteta 0 0 0